+172.7%
SLV vs NCLH
-39.0%
+211.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.5% |
| 7D | +2.8% | -4.6% | +7.4% | +3.1% |
| 30D | +2.2% | -19.9% | +22.2% | +3.8% |
| 3M | +2.9% | -22.0% | +24.9% | +4.4% |
| 6M | -22.4% | -28.3% | +5.9% | -21.0% |
| YTD | -5.7% | -33.5% | +27.7% | -3.8% |
| 1Y | +63.3% | -41.5% | +104.8% | +67.5% |
| 3Y | +189.0% | -8.9% | +197.9% | +185.1% |
| 5Y | +172.7% | -40.5% | +213.1% | +168.1% |
| All | +172.7% | -39.0% | +211.7% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling